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Thank you Hugin, I am familiar with GA. But unfortunately my basic NN has 16 input neurons + hidden layer, say 24 neurons, so I suppose it will take enormous time to train with GA :(. One output. How many neurons or connections do you have? I am also trying SVM and RVM but do not have...

When I used this service around a year ago, the minimum order was $150 for 18 months of futures tick data. Then I ordered 15 years of data for different futures for $750, it is still available here: http://www.tickdata.com/html/order.shtml

I am using QuickFix. In MS Visual Studio settings try Application-> .NetFramework, for me it is .Net Framework 2.0 then Build -> Platform target, setup x86 here (it was x64 by default) I am running my C# program at the 64 bit machine, no problem here.

What is the good "cost function" for NN? I want to try something different then MSE... Thanks in advance.

http://www.tickdata.com/html/available_data.shtml

My data came from TT FIX Adapter. Thank you for support. I am personally satisfied with incoming data. Right now I do not need tick quality. In the future I will contact my broker.

Thank you Jonathan, You have an excellent data feed. It is hard to compare row by row, ticks are totally different. Your file starting from row 327, trades only: price = 845.25 volume = 3 price = 845.00 volume = 5 price = 845.25 volume = 1 price = 845.00 volume = 1 ### price = 845.00...

What prevents you from trading options automatically? Through say IB platform? Who prevents me from pushing market or limit orders? Marketmakers? Come on! Any info?

That is ET time, opening of the market when there is high volume, so we can compare ticks.

Guys, Let us compare Mirus against TT? Attached please find small archive of yesterday ticks data 13th of April 2009, first 4 minutes of the opening of the session. That is June ES futures contract. File format: time (unfortunately up to seconds),price,volume My time can be not in...

I am getting market data for futures from Velocity, FIX protocol, yes it is free. I did not compare the performance against Mirus but as far as I read on this forum, TradingTechnology (TT) FIX adapter is quite fast, there is no delay. I do not do high frequency trading so I am satisfied. I do...

I like VelocityFutures via FIX protocol. Commissions are 3.75/round for e-mini futures. Compare that with Mirus around 4.50/round.

On the other hand, drukes, what is the price of option on oil, strike $200 which expiration is in two years? I think it is less then 1:1. I mean we can buy that call option for say $5*1000 barrels and receive $1000 per point over $200. So your bet is not right :)...

stock_trad3r, Do you mean you have already put your money into your ass? Because of you are asshole. Be a man and leave EliteTrader board, as you promised. Sorry guys I do not swear on www boards but I can't stand that fu*g troll.

I would like to add Brokerage API InteractiveBrokers TWS http://www.interactivebrokers.com/en/p.php?f=connAltern&p=i&ib_entity=llc Genesis Securities http://www.gndt.com/automated/download.htm FIX Protocol http://www.quickfixengine.org/ http://www.tradingtechnologies.com...

Hi, As I wrote, I am using Velocity Futures as a brokerage and my API is the raw FIX protocol. I am using QuickFix library so I do not parse FIX messages myself. Velocity allows you to trade only futures contracts. As a programmer I have an experience with multiple platforms like...

Hi, 1) you test your system based on historical data and usually you simultaneously adjust internal system parameters. That leads to curvefitting. There should be low number of internal variables and large number of historical deals to trust into the system. And don't forget to test the...

You need a custom programming solution. I hope your brokerage support API, then it should not be too complex.

Hi all, Does anybody trade ICE markets with VelocityFutures? I asked several times to setup an access to the ICE markets but it passed two weeks without any result. The initial reply was that ICE is an "a$$" and very hard to setup. WTF??? I want to trade TF, WTI, Brent markets. #$%*...

Hi, Does anybody trade ICE futures via FIX protocol? I need information about tickers and exchanges. I am using VelocityFutures but I can't get data. I need following instruments: 1) e-mini Russell 2000, probably ticker = TF 2) WTI oil, at VelocityFutures web site ticker = WBS 3)...